mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 12,936 12,973 37 0.3% 12,650
High 12,961 12,973 12 0.1% 12,960
Low 12,906 12,868 -38 -0.3% 12,351
Close 12,920 12,868 -52 -0.4% 12,952
Range 55 105 50 90.9% 609
ATR 146 143 -3 -2.0% 0
Volume 31 6 -25 -80.6% 149
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,218 13,148 12,926
R3 13,113 13,043 12,897
R2 13,008 13,008 12,887
R1 12,938 12,938 12,878 12,921
PP 12,903 12,903 12,903 12,894
S1 12,833 12,833 12,859 12,816
S2 12,798 12,798 12,849
S3 12,693 12,728 12,839
S4 12,588 12,623 12,810
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 14,581 14,376 13,287
R3 13,972 13,767 13,120
R2 13,363 13,363 13,064
R1 13,158 13,158 13,008 13,261
PP 12,754 12,754 12,754 12,806
S1 12,549 12,549 12,896 12,652
S2 12,145 12,145 12,840
S3 11,536 11,940 12,785
S4 10,927 11,331 12,617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,973 12,351 622 4.8% 148 1.2% 83% True False 30
10 12,973 12,351 622 4.8% 136 1.1% 83% True False 20
20 12,973 12,351 622 4.8% 124 1.0% 83% True False 16
40 12,973 11,976 997 7.7% 97 0.7% 89% True False 10
60 12,973 11,913 1,060 8.2% 86 0.7% 90% True False 7
80 13,108 11,913 1,195 9.3% 71 0.5% 80% False False 6
100 13,109 11,913 1,196 9.3% 61 0.5% 80% False False 7
120 13,109 11,913 1,196 9.3% 54 0.4% 80% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,419
2.618 13,248
1.618 13,143
1.000 13,078
0.618 13,038
HIGH 12,973
0.618 12,933
0.500 12,921
0.382 12,908
LOW 12,868
0.618 12,803
1.000 12,763
1.618 12,698
2.618 12,593
4.250 12,422
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 12,921 12,863
PP 12,903 12,857
S1 12,886 12,852

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols